Simultaneous Confidence Bands for Linear Regression and Smoothing
Sun, Jiayang ; Loader, Clive R.
Ann. Statist., Tome 22 (1994) no. 1, p. 1328-1345 / Harvested from Project Euclid
Suppose we observe $Y-i = f(x_i) + \varepsilon_i, i = 1, \ldots, n$. We wish to find approximate $1 - \alpha$ simultaneous confidence regions for $\{f(x), x \in \mathscr{X}\}$. Our regions will be centered around linear estimates $\hat{f}(x)$ of nonparametric or nonparametric $f(x)$. There is a large amount of previous work on this subject. Substantial restrictions have been usually placed on some or all of the dimensionality of $x,$ the class of functions $f$ that can be considered, the class of linear estimates $\hat{f}$ and the region $\mathscr{X}$. The method we present is an approximation to the tube formula dn can be used for multidimensional $x$ and a wide class of linear estimates. By considering the effect of bias we are able to relax assumptions on the class of functions $f$ which are considered. Simultaneous and numerical computations are used to illustrate the performance.
Publié le : 1994-09-14
Classification:  Linear smoother,  regression,  simultaneous confidence regions,  tube formula,  62F25,  60G15,  62G07,  62J05
@article{1176325631,
     author = {Sun, Jiayang and Loader, Clive R.},
     title = {Simultaneous Confidence Bands for Linear Regression and Smoothing},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 1328-1345},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325631}
}
Sun, Jiayang; Loader, Clive R. Simultaneous Confidence Bands for Linear Regression and Smoothing. Ann. Statist., Tome 22 (1994) no. 1, pp.  1328-1345. http://gdmltest.u-ga.fr/item/1176325631/